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The Fokker-Planck equation: methods of solution and applications H. Risken
Publisher: Springer-Verlag

IntJ.Nomnline.Mech71.pdf * Bluman, G, Applications of the general similarity solution of the heat equation to boundary value problems, Quarterly Appl. Other important applications re-. Risken, The Fokker-Planck Equation: Methods of Solution and Applications Springer-Verlag | 1989 | ISBN: 0387504982 | 472 pages | PDF | 2,6 MB The. The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics) H. Cooper, Klein and Sukhatme (1995) give a good general introduction to supersymmetry methods in quantum mechanics. Nonlinear Mech., 6 (1971), 143-153. In steady state, the radiative transfer In addition, we present a generalized Fokker-Planck equation that may be used to approximate the radiative transfer equation in certain circumstances. It has applications in neutron transport, atmospheric physics, heat transfer, molecular imaging, and others. We provide well posedness results for this approximation, and introduce a discrete-ordinate discontinuous Galerkin method to approximate a solution. Bluman, G, Similarity solutions of the one-dimensional Fokker-Planck equation, Internat. Solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffu- sion via Monte Carlo methods. Encompassing both theory and practice, this original text provides a unified approach to the analysis and generation of continuous, impulsive and mixed random processes based on the Fokker-Planck equation for Markov processes. The treatment of Fokker–Planck equations with changes of variable is reviewed, followed by the transformation of diffusion equations into Schrödinger-like form, the application of supersymmetric quantum mechanics We investigate solutions of the Fokker–Planck diffusion equation with spatiotemporally varying drift and diffusion coefficients, ..